Macci, C. (2001). Simulating level crossing probabilities by importance sampling for non-decreasing compound Poisson processes with bounded jumps and a negative drift. STATISTICS & DECISIONS, 19(2), 191-202.
Simulating level crossing probabilities by importance sampling for non-decreasing compound Poisson processes with bounded jumps and a negative drift
MACCI, CLAUDIO
2001-01-01
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